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Merge branch 'main' into feat/goals-v2-architecture
This commit is contained in:
Guillem Arias Fauste
@@ -213,6 +213,163 @@ class IbkrAccount::HistoricalBalancesSyncTest < ActiveSupport::TestCase
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assert_not_nil @account.balances.find_by(date: Date.new(2026, 5, 8), currency: "CHF")
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end
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test "computes net_market_flows from equity delta minus trade flows" do
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# Day 1: total=3000, cash=500, non_cash=2500
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# Day 2: total=3200, cash=500, non_cash=2700 (Δnon_cash=200)
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# Buy trade on Day 2: CHF 150 (same currency as account, no FX)
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# nmf = 200 - 150 = 50
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@ibkr_account.update!(
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raw_equity_summary_payload: [
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{ report_date: "2026-05-07", total: "3000.00" },
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{ report_date: "2026-05-08", total: "3200.00" }
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]
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)
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seed_balance(date: Date.new(2026, 5, 7), balance: 3000.00, cash_balance: 500.00)
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seed_balance(date: Date.new(2026, 5, 8), balance: 3200.00, cash_balance: 500.00)
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security = Security.create!(ticker: "TEST", name: "Test Stock")
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@account.entries.create!(
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name: "Buy 100 TEST",
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date: Date.new(2026, 5, 8),
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amount: 150.00,
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currency: "CHF",
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entryable: Trade.new(security: security, qty: 100, price: 1.5, currency: "CHF")
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)
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IbkrAccount::HistoricalBalancesSync.new(@ibkr_account).sync!
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day1 = @account.balances.find_by!(date: Date.new(2026, 5, 7), currency: "CHF")
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day2 = @account.balances.find_by!(date: Date.new(2026, 5, 8), currency: "CHF")
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assert_equal BigDecimal("0"), day1.net_market_flows
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assert_equal BigDecimal("50"), day2.net_market_flows
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# Virtual column must still resolve to IBKR's equity total minus cash
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assert_equal BigDecimal("2500.00"), day1.end_non_cash_balance
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assert_equal BigDecimal("2700.00"), day2.end_non_cash_balance
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end
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test "applies fx_rate_to_base when trade currency differs from account currency" do
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# Trade in EUR with fx_rate_to_base=1.1 → CHF 165, not CHF 150
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# Day 1: non_cash=2500, Day 2: non_cash=2700 (Δ=200)
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# nmf = 200 - 165 = 35
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@ibkr_account.update!(
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raw_equity_summary_payload: [
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{ report_date: "2026-05-07", total: "3000.00" },
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{ report_date: "2026-05-08", total: "3200.00" }
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]
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)
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seed_balance(date: Date.new(2026, 5, 7), balance: 3000.00, cash_balance: 500.00)
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seed_balance(date: Date.new(2026, 5, 8), balance: 3200.00, cash_balance: 500.00)
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security = Security.create!(ticker: "TEST2", name: "Test Stock EUR")
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trade = Trade.new(security: security, qty: 100, price: 1.5, currency: "EUR")
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trade.exchange_rate = 1.1
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@account.entries.create!(
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name: "Buy 100 TEST2",
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date: Date.new(2026, 5, 8),
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amount: 150.00,
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currency: "EUR",
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entryable: trade
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)
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IbkrAccount::HistoricalBalancesSync.new(@ibkr_account).sync!
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day2 = @account.balances.find_by!(date: Date.new(2026, 5, 8), currency: "CHF")
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assert_in_delta 35.0, day2.net_market_flows.to_f, 0.01
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assert_equal BigDecimal("2700.00"), day2.end_non_cash_balance
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end
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test "excludes balance row from upsert when Money::ConversionError prevents FX conversion" do
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# EUR trade with no exchange_rate stored → custom_rate=nil → ConversionError raised.
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# The affected date is excluded from the upsert entirely so net_market_flows is not
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# silently wrong (the trade's value would otherwise flow into market appreciation).
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# The seeded day2 balance is intentionally different from IBKR's total (3150 vs 3200)
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# so we can assert the row was not overwritten by sync.
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@ibkr_account.update!(
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raw_equity_summary_payload: [
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{ report_date: "2026-05-07", total: "3000.00" },
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{ report_date: "2026-05-08", total: "3200.00" }
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]
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)
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seed_balance(date: Date.new(2026, 5, 7), balance: 3000.00, cash_balance: 500.00)
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seed_balance(date: Date.new(2026, 5, 8), balance: 3150.00, cash_balance: 500.00)
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security = Security.create!(ticker: "NORATE", name: "No Rate EUR Stock")
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@account.entries.create!(
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name: "Buy 100 NORATE",
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date: Date.new(2026, 5, 8),
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amount: 150.00,
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currency: "EUR",
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entryable: Trade.new(security: security, qty: 100, price: 1.5, currency: "EUR")
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)
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Money.any_instance.stubs(:exchange_to).raises(
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Money::ConversionError.new(from_currency: "EUR", to_currency: "CHF", date: Date.new(2026, 5, 8))
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)
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IbkrAccount::HistoricalBalancesSync.new(@ibkr_account).sync!
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# Day 1 is unaffected — still synced normally
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day1 = @account.balances.find_by!(date: Date.new(2026, 5, 7), currency: "CHF")
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assert_equal BigDecimal("3000.00"), day1.balance
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# Day 2 was excluded from the upsert — seeded values are preserved, not overwritten
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day2 = @account.balances.find_by!(date: Date.new(2026, 5, 8), currency: "CHF")
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assert_equal BigDecimal("3150.00"), day2.balance # seeded, not IBKR's 3200
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assert_equal BigDecimal("0"), day2.net_market_flows # seeded, not recomputed
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end
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test "net_market_flows equals full non_cash delta when account has no trades" do
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@ibkr_account.update!(
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raw_equity_summary_payload: [
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{ report_date: "2026-05-07", total: "3000.00" },
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{ report_date: "2026-05-08", total: "3300.00" }
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]
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)
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seed_balance(date: Date.new(2026, 5, 7), balance: 3000.00, cash_balance: 500.00)
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seed_balance(date: Date.new(2026, 5, 8), balance: 3300.00, cash_balance: 500.00)
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IbkrAccount::HistoricalBalancesSync.new(@ibkr_account).sync!
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day1 = @account.balances.find_by!(date: Date.new(2026, 5, 7), currency: "CHF")
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day2 = @account.balances.find_by!(date: Date.new(2026, 5, 8), currency: "CHF")
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assert_equal BigDecimal("0"), day1.net_market_flows
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assert_equal BigDecimal("300"), day2.net_market_flows
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assert_equal BigDecimal("2800.00"), day2.end_non_cash_balance
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end
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test "sell trades reduce net_buy_sell so market loss is isolated in net_market_flows" do
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# Day 1: total=3000, cash=500, non_cash=2500
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# Day 2: total=2700, cash=700, non_cash=2000 (Δnon_cash=-500)
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# Sell 100 at CHF 1.50: entry.amount=-150 (negative = proceeds received)
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# net_buy_sell=-150; nmf = -500 - (-150) = -350 (market caused -350 loss)
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@ibkr_account.update!(
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raw_equity_summary_payload: [
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{ report_date: "2026-05-07", total: "3000.00" },
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{ report_date: "2026-05-08", total: "2700.00" }
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]
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)
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seed_balance(date: Date.new(2026, 5, 7), balance: 3000.00, cash_balance: 500.00)
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seed_balance(date: Date.new(2026, 5, 8), balance: 2700.00, cash_balance: 700.00)
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security = Security.create!(ticker: "SELL_TEST", name: "Sell Test Stock")
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@account.entries.create!(
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name: "Sell 100 SELL_TEST",
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date: Date.new(2026, 5, 8),
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amount: -150.00,
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currency: "CHF",
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entryable: Trade.new(security: security, qty: -100, price: 1.5, currency: "CHF")
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)
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IbkrAccount::HistoricalBalancesSync.new(@ibkr_account).sync!
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day2 = @account.balances.find_by!(date: Date.new(2026, 5, 8), currency: "CHF")
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assert_equal BigDecimal("-350"), day2.net_market_flows
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assert_equal BigDecimal("2000.00"), day2.end_non_cash_balance
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end
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test "writes balance row with zero total for fully liquidated dates" do
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@ibkr_account.update!(
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raw_equity_summary_payload: [
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